Other than the size of distant planets being much smaller than stars or galaxies. The other very important difference is that compared to stars and galaxies planets do not give off its own light. They only reflect the light from nearby source.

The difference is like seeing a candle over a mile away compared to finding a ball in a dark room. It's much easier for us to see the candle than the ball.

The way we find planets currently is by measuring if and by how much a star dims when the planet passes in front of the star. The more the star dims, the bigger the planet.